@maxosllc/smart-order-router
Version:
BlockDAG Smart Order Router
989 lines (988 loc) • 148 kB
JavaScript
import { ADDRESS_ZERO, Protocol } from '@uniswap/router-sdk';
import { ChainId } from '../../../../src/util/chains';
import { TradeType } from '@uniswap/sdk-core';
import _ from 'lodash';
import { isNativeCurrency } from '@uniswap/universal-router-sdk';
import { DAI_OPTIMISM_SEPOLIA, USDC_ARBITRUM_SEPOLIA, USDC_OPTIMISM_SEPOLIA, USDT_OPTIMISM_SEPOLIA, WBTC_OPTIMISM_SEPOLIA, } from '../../../providers';
import { CELO, CELO_ALFAJORES, CEUR_CELO, CEUR_CELO_ALFAJORES, CUSD_CELO, CUSD_CELO_ALFAJORES, DAI_ARBITRUM, DAI_AVAX, DAI_BNB, DAI_MAINNET, DAI_MOONBEAM, DAI_OPTIMISM, DAI_OPTIMISM_GOERLI, DAI_POLYGON_MUMBAI, DAI_SEPOLIA, DAI_UNICHAIN, FEI_MAINNET, USDB_BLAST, USDC_ARBITRUM, USDC_ARBITRUM_GOERLI, USDC_AVAX, USDC_BASE, USDC_BASE_SEPOLIA, USDC_BNB, USDC_ETHEREUM_GNOSIS, USDC_MAINNET, USDC_MOONBEAM, USDC_OPTIMISM, USDC_OPTIMISM_GOERLI, USDC_POLYGON, USDC_SEPOLIA, USDC_SONEIUM, USDC_UNICHAIN, USDT_ARBITRUM, USDT_BNB, USDT_MAINNET, USDT_MONAD_TESTNET, USDT_OPTIMISM, USDT_OPTIMISM_GOERLI, WBTC_ARBITRUM, WBTC_GNOSIS, WBTC_MAINNET, WBTC_MOONBEAM, WBTC_OPTIMISM, WBTC_OPTIMISM_GOERLI, WGLMR_MOONBEAM, WMATIC_POLYGON, WMATIC_POLYGON_MUMBAI, WSTETH_MAINNET, WXDAI_GNOSIS, } from '../../../providers/token-provider';
import { getAddress, getAddressLowerCase, getApplicableV3FeeAmounts, getApplicableV4FeesTickspacingsHooks, HooksOptions, nativeOnChain, unparseFeeAmount, WRAPPED_NATIVE_CURRENCY, } from '../../../util';
import { parseFeeAmount } from '../../../util/amounts';
import { log } from '../../../util/log';
import { metric, MetricLoggerUnit } from '../../../util/metric';
const baseTokensByChain = {
[ChainId.MAINNET]: [
USDC_MAINNET,
USDT_MAINNET,
WBTC_MAINNET,
DAI_MAINNET,
WRAPPED_NATIVE_CURRENCY[1],
FEI_MAINNET,
WSTETH_MAINNET,
],
[ChainId.OPTIMISM]: [
DAI_OPTIMISM,
USDC_OPTIMISM,
USDT_OPTIMISM,
WBTC_OPTIMISM,
],
[ChainId.SEPOLIA]: [DAI_SEPOLIA, USDC_SEPOLIA],
[ChainId.OPTIMISM_GOERLI]: [
DAI_OPTIMISM_GOERLI,
USDC_OPTIMISM_GOERLI,
USDT_OPTIMISM_GOERLI,
WBTC_OPTIMISM_GOERLI,
],
[ChainId.OPTIMISM_SEPOLIA]: [
DAI_OPTIMISM_SEPOLIA,
USDC_OPTIMISM_SEPOLIA,
USDT_OPTIMISM_SEPOLIA,
WBTC_OPTIMISM_SEPOLIA,
],
[ChainId.ARBITRUM_ONE]: [
DAI_ARBITRUM,
USDC_ARBITRUM,
WBTC_ARBITRUM,
USDT_ARBITRUM,
],
[ChainId.ARBITRUM_GOERLI]: [USDC_ARBITRUM_GOERLI],
[ChainId.ARBITRUM_SEPOLIA]: [USDC_ARBITRUM_SEPOLIA],
[ChainId.POLYGON]: [USDC_POLYGON, WMATIC_POLYGON],
[ChainId.POLYGON_MUMBAI]: [DAI_POLYGON_MUMBAI, WMATIC_POLYGON_MUMBAI],
[ChainId.CELO]: [CUSD_CELO, CEUR_CELO, CELO],
[ChainId.CELO_ALFAJORES]: [
CUSD_CELO_ALFAJORES,
CEUR_CELO_ALFAJORES,
CELO_ALFAJORES,
],
[ChainId.GNOSIS]: [WBTC_GNOSIS, WXDAI_GNOSIS, USDC_ETHEREUM_GNOSIS],
[ChainId.MOONBEAM]: [
DAI_MOONBEAM,
USDC_MOONBEAM,
WBTC_MOONBEAM,
WGLMR_MOONBEAM,
],
[ChainId.BNB]: [DAI_BNB, USDC_BNB, USDT_BNB],
[ChainId.AVALANCHE]: [DAI_AVAX, USDC_AVAX],
[ChainId.BASE]: [USDC_BASE],
[ChainId.BLAST]: [WRAPPED_NATIVE_CURRENCY[ChainId.BLAST], USDB_BLAST],
[ChainId.ZORA]: [WRAPPED_NATIVE_CURRENCY[ChainId.ZORA]],
[ChainId.ZKSYNC]: [WRAPPED_NATIVE_CURRENCY[ChainId.ZKSYNC]],
[ChainId.WORLDCHAIN]: [WRAPPED_NATIVE_CURRENCY[ChainId.WORLDCHAIN]],
[ChainId.UNICHAIN_SEPOLIA]: [
WRAPPED_NATIVE_CURRENCY[ChainId.UNICHAIN_SEPOLIA],
],
[ChainId.MONAD_TESTNET]: [
WRAPPED_NATIVE_CURRENCY[ChainId.MONAD_TESTNET],
USDT_MONAD_TESTNET,
],
[ChainId.BASE_SEPOLIA]: [
WRAPPED_NATIVE_CURRENCY[ChainId.BASE_SEPOLIA],
USDC_BASE_SEPOLIA,
],
[ChainId.UNICHAIN]: [
WRAPPED_NATIVE_CURRENCY[ChainId.UNICHAIN],
DAI_UNICHAIN,
USDC_UNICHAIN,
],
[ChainId.SONEIUM]: [USDC_SONEIUM, WRAPPED_NATIVE_CURRENCY[ChainId.SONEIUM]],
};
class SubcategorySelectionPools {
constructor(pools, poolsNeeded) {
this.pools = pools;
this.poolsNeeded = poolsNeeded;
}
hasEnoughPools() {
return this.pools.length >= this.poolsNeeded;
}
}
/**
* Function that finds any missing pools that were not selected by the heuristic but that would
* create a route with the topPool by TVL with either tokenIn or tokenOut across protocols.
*
* e.g. In V2CandidatePools we found that wstETH/DOG is the most liquid pool,
* then in V3CandidatePools ETH/wstETH is *not* the most liquid pool, so it is not selected
* This process will look for that pool in order to complete the route.
*
*/
export async function getMixedCrossLiquidityCandidatePools({ tokenIn, tokenOut, blockNumber, v2SubgraphProvider, v3SubgraphProvider, v2Candidates, v3Candidates, }) {
const v2Pools = (await v2SubgraphProvider.getPools(tokenIn, tokenOut, {
blockNumber,
})).sort((a, b) => b.reserve - a.reserve);
const v3Pools = (await v3SubgraphProvider.getPools(tokenIn, tokenOut, {
blockNumber,
})).sort((a, b) => b.tvlUSD - a.tvlUSD);
const tokenInAddress = tokenIn.address.toLowerCase();
const tokenOutAddress = tokenOut.address.toLowerCase();
const v2SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v2Pools, v2Candidates, v3Candidates);
const v3SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v3Pools, v3Candidates, v2Candidates);
const selectedV2Pools = [
v2SelectedPools.forTokenIn,
v2SelectedPools.forTokenOut,
].filter((pool) => pool !== undefined);
const selectedV3Pools = [
v3SelectedPools.forTokenIn,
v3SelectedPools.forTokenOut,
].filter((pool) => pool !== undefined);
return {
v2Pools: selectedV2Pools,
v3Pools: selectedV3Pools,
};
}
function findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, pools, candidatesInProtocolToSearch, candidatesInContextProtocol) {
var _a;
const selectedPools = {};
const previouslySelectedPools = new Set((_a = candidatesInProtocolToSearch === null || candidatesInProtocolToSearch === void 0 ? void 0 : candidatesInProtocolToSearch.subgraphPools.map((pool) => pool.id)) !== null && _a !== void 0 ? _a : []);
const topPoolByTvlWithTokenOut = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenOut[0];
const crossTokenAgainstTokenOut = (topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase()) === tokenOutAddress
? topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token1.id.toLowerCase()
: topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase();
const topPoolByTvlWithTokenIn = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenIn[0];
const crossTokenAgainstTokenIn = (topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase()) === tokenInAddress
? topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token1.id.toLowerCase()
: topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase();
for (const pool of pools) {
// If we already found both pools for tokenIn and tokenOut. break out of this for loop.
if (selectedPools.forTokenIn !== undefined &&
selectedPools.forTokenOut !== undefined) {
break;
}
// If the pool has already been selected. continue to the next pool.
if (previouslySelectedPools.has(pool.id.toLowerCase())) {
continue;
}
const poolToken0Address = pool.token0.id.toLowerCase();
const poolToken1Address = pool.token1.id.toLowerCase();
// If we haven't selected the pool for tokenIn, and we found a pool matching the tokenOut, and the intermediateToken, select this pool
if (selectedPools.forTokenIn === undefined &&
((poolToken0Address === tokenOutAddress &&
poolToken1Address === crossTokenAgainstTokenIn) ||
(poolToken1Address === tokenOutAddress &&
poolToken0Address === crossTokenAgainstTokenIn))) {
selectedPools.forTokenIn = pool;
}
// If we haven't selected the pool for tokenOut, and we found a pool matching the tokenIn, and the intermediateToken, select this pool
if (selectedPools.forTokenOut === undefined &&
((poolToken0Address === tokenInAddress &&
poolToken1Address === crossTokenAgainstTokenOut) ||
(poolToken1Address === tokenInAddress &&
poolToken0Address === crossTokenAgainstTokenOut))) {
selectedPools.forTokenOut = pool;
}
}
return selectedPools;
}
// TODO: ROUTE-241 - refactor getV3CandidatePools against getV4CandidatePools
export async function getV4CandidatePools({ currencyIn, currencyOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, v4PoolParams = getApplicableV4FeesTickspacingsHooks(chainId), }) {
var _a, _b, _c, _d, _e;
const { blockNumber, v4PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
const tokenInAddress = getAddressLowerCase(currencyIn);
const tokenOutAddress = getAddressLowerCase(currencyOut);
const beforeSubgraphPools = Date.now();
const allPools = await subgraphProvider.getPools(currencyIn, currencyOut, {
blockNumber,
});
log.info({ samplePools: allPools.slice(0, 3) }, 'Got all pools from V4 subgraph provider');
// Although this is less of an optimization than the V2 equivalent,
// save some time copying objects by mutating the underlying pool directly.
for (const pool of allPools) {
pool.token0.id = pool.token0.id.toLowerCase();
pool.token1.id = pool.token1.id.toLowerCase();
}
metric.putMetric('V4SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
const beforePoolsFiltered = Date.now();
// Only consider pools where neither tokens are in the blocked token list.
let filteredPools = allPools;
if (blockedTokenListProvider) {
filteredPools = [];
for (const pool of allPools) {
const token0InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token0.id);
const token1InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token1.id);
if (token0InBlocklist || token1InBlocklist) {
continue;
}
filteredPools.push(pool);
}
}
// Sort by tvlUSD in descending order
const subgraphPoolsSorted = filteredPools.sort((a, b) => b.tvlUSD - a.tvlUSD);
log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
const poolAddressesSoFar = new Set();
const addToAddressSet = (pools) => {
_(pools)
.map((pool) => pool.id)
.forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
};
const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
const topByBaseWithTokenIn = _(baseTokens)
.flatMap((token) => {
return _(subgraphPoolsSorted)
.filter((subgraphPool) => {
const tokenAddress = token.address.toLowerCase();
return ((subgraphPool.token0.id == tokenAddress &&
subgraphPool.token1.id == tokenInAddress) ||
(subgraphPool.token1.id == tokenAddress &&
subgraphPool.token0.id == tokenInAddress));
})
.filter((subgraphPool) => {
// in case of hooks only, it means we want to filter out hookless pools
if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
return subgraphPool.hooks !== ADDRESS_ZERO;
}
// in case of no hooks, it means we want to filter out hook pools
if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
return subgraphPool.hooks === ADDRESS_ZERO;
}
// otherwise it's the default case, so we just return true
return true;
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithEachBaseToken)
.value();
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithBaseToken)
.value();
const topByBaseWithTokenOut = _(baseTokens)
.flatMap((token) => {
return _(subgraphPoolsSorted)
.filter((subgraphPool) => {
const tokenAddress = token.address.toLowerCase();
return ((subgraphPool.token0.id == tokenAddress &&
subgraphPool.token1.id == tokenOutAddress) ||
(subgraphPool.token1.id == tokenAddress &&
subgraphPool.token0.id == tokenOutAddress));
})
.filter((subgraphPool) => {
// in case of hooks only, it means we want to filter out hookless pools
if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
return subgraphPool.hooks !== ADDRESS_ZERO;
}
// in case of no hooks, it means we want to filter out hook pools
if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
return subgraphPool.hooks === ADDRESS_ZERO;
}
// otherwise it's the default case, so we just return true
return true;
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithEachBaseToken)
.value();
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithBaseToken)
.value();
let top2DirectSwapPool = _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
((subgraphPool.token0.id == tokenInAddress &&
subgraphPool.token1.id == tokenOutAddress) ||
(subgraphPool.token1.id == tokenInAddress &&
subgraphPool.token0.id == tokenOutAddress)));
})
.filter((subgraphPool) => {
// in case of hooks only, it means we want to filter out hookless pools
if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
return subgraphPool.hooks !== ADDRESS_ZERO;
}
// in case of no hooks, it means we want to filter out hook pools
if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
return subgraphPool.hooks === ADDRESS_ZERO;
}
// otherwise it's the default case, so we just return true
return true;
})
.slice(0, topNDirectSwaps)
.value();
if (top2DirectSwapPool.length == 0 &&
topNDirectSwaps > 0 &&
routingConfig.hooksOptions !== HooksOptions.HOOKS_ONLY) {
// If we requested direct swap pools but did not find any in the subgraph query.
// Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
// when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
// Also we need to avoid adding hookless pools into the query, when upstream requested hooksOnly
top2DirectSwapPool = _.map(v4PoolParams, (poolParams) => {
const [fee, tickSpacing, hooks] = poolParams;
const { currency0, currency1, poolId } = poolProvider.getPoolId(currencyIn, currencyOut, fee, tickSpacing, hooks);
return {
id: poolId,
feeTier: fee.toString(),
tickSpacing: tickSpacing.toString(),
hooks: hooks,
liquidity: '10000',
token0: {
id: getAddress(currency0),
},
token1: {
id: getAddress(currency1),
},
tvlETH: 10000,
tvlUSD: 10000,
};
});
}
addToAddressSet(top2DirectSwapPool);
const wrappedNativeAddress = (_b = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address.toLowerCase();
// Main reason we need this is for gas estimates, only needed if token out is not native.
// We don't check the seen address set because if we've already added pools for getting native quotes
// theres no need to add more.
let top2EthQuoteTokenPool = [];
if ((((_c = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
((_d = WRAPPED_NATIVE_CURRENCY[ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
currencyOut.symbol != 'WETH' &&
currencyOut.symbol != 'WETH9' &&
currencyOut.symbol != 'ETH') ||
(((_e = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == WMATIC_POLYGON.symbol &&
currencyOut.symbol != 'MATIC' &&
currencyOut.symbol != 'WMATIC')) {
top2EthQuoteTokenPool = _(subgraphPoolsSorted)
.filter((subgraphPool) => {
if (routeType == TradeType.EXACT_INPUT) {
return ((subgraphPool.token0.id == wrappedNativeAddress &&
subgraphPool.token1.id == tokenOutAddress) ||
(subgraphPool.token1.id == wrappedNativeAddress &&
subgraphPool.token0.id == tokenOutAddress));
}
else {
return ((subgraphPool.token0.id == wrappedNativeAddress &&
subgraphPool.token1.id == tokenInAddress) ||
(subgraphPool.token1.id == wrappedNativeAddress &&
subgraphPool.token0.id == tokenInAddress));
}
})
.slice(0, 1)
.value();
}
addToAddressSet(top2EthQuoteTokenPool);
const topByTVL = _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return !poolAddressesSoFar.has(subgraphPool.id);
})
.slice(0, topN)
.value();
addToAddressSet(topByTVL);
const topByTVLUsingTokenIn = _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == tokenInAddress ||
subgraphPool.token1.id == tokenInAddress));
})
.filter((subgraphPool) => {
// in case of hooks only, it means we want to filter out hookless pools
if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
return subgraphPool.hooks !== ADDRESS_ZERO;
}
// in case of no hooks, it means we want to filter out hook pools
if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
return subgraphPool.hooks === ADDRESS_ZERO;
}
// otherwise it's the default case, so we just return true
return true;
})
.slice(0, topNTokenInOut)
.value();
addToAddressSet(topByTVLUsingTokenIn);
const topByTVLUsingTokenOut = _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == tokenOutAddress ||
subgraphPool.token1.id == tokenOutAddress));
})
.filter((subgraphPool) => {
// in case of hooks only, it means we want to filter out hookless pools
if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
return subgraphPool.hooks !== ADDRESS_ZERO;
}
// in case of no hooks, it means we want to filter out hook pools
if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
return subgraphPool.hooks === ADDRESS_ZERO;
}
// otherwise it's the default case, so we just return true
return true;
})
.slice(0, topNTokenInOut)
.value();
addToAddressSet(topByTVLUsingTokenOut);
const topByTVLUsingTokenInSecondHops = _(topByTVLUsingTokenIn)
.map((subgraphPool) => {
return tokenInAddress == subgraphPool.token0.id
? subgraphPool.token1.id
: subgraphPool.token0.id;
})
.flatMap((secondHopId) => {
var _a;
return _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
!(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
(subgraphPool.token0.id == secondHopId ||
subgraphPool.token1.id == secondHopId));
})
.filter((subgraphPool) => {
// in case of hooks only, it means we want to filter out hookless pools
if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
return subgraphPool.hooks !== ADDRESS_ZERO;
}
// in case of no hooks, it means we want to filter out hook pools
if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
return subgraphPool.hooks === ADDRESS_ZERO;
}
// otherwise it's the default case, so we just return true
return true;
})
.slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
.value();
})
.uniqBy((pool) => pool.id)
.value();
addToAddressSet(topByTVLUsingTokenInSecondHops);
const topByTVLUsingTokenOutSecondHops = _(topByTVLUsingTokenOut)
.map((subgraphPool) => {
return tokenOutAddress == subgraphPool.token0.id
? subgraphPool.token1.id
: subgraphPool.token0.id;
})
.flatMap((secondHopId) => {
var _a;
return _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
!(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
(subgraphPool.token0.id == secondHopId ||
subgraphPool.token1.id == secondHopId));
})
.filter((subgraphPool) => {
// in case of hooks only, it means we want to filter out hookless pools
if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
return subgraphPool.hooks !== ADDRESS_ZERO;
}
// in case of no hooks, it means we want to filter out hook pools
if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
return subgraphPool.hooks === ADDRESS_ZERO;
}
// otherwise it's the default case, so we just return true
return true;
})
.slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
.value();
})
.uniqBy((pool) => pool.id)
.value();
addToAddressSet(topByTVLUsingTokenOutSecondHops);
const subgraphPools = _([
...topByBaseWithTokenIn,
...topByBaseWithTokenOut,
...top2DirectSwapPool,
...top2EthQuoteTokenPool,
...topByTVL,
...topByTVLUsingTokenIn,
...topByTVLUsingTokenOut,
...topByTVLUsingTokenInSecondHops,
...topByTVLUsingTokenOutSecondHops,
])
.compact()
.uniqBy((pool) => pool.id)
.value();
const tokenAddresses = _(subgraphPools)
.flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
.compact()
.uniq()
.value();
log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V4 pools we are considering`);
const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
blockNumber,
});
const printV4SubgraphPool = (s) => {
var _a, _b, _c, _d;
return `${(_b = (_a = tokenAccessor.getTokenByAddress(s.token0.id)) === null || _a === void 0 ? void 0 : _a.symbol) !== null && _b !== void 0 ? _b : s.token0.id}/${(_d = (_c = tokenAccessor.getTokenByAddress(s.token1.id)) === null || _c === void 0 ? void 0 : _c.symbol) !== null && _d !== void 0 ? _d : s.token1.id}/${s.feeTier}/${s.tickSpacing}/${s.hooks}`;
};
log.info({
topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV4SubgraphPool),
topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV4SubgraphPool),
topByTVL: topByTVL.map(printV4SubgraphPool),
topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV4SubgraphPool),
topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV4SubgraphPool),
topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV4SubgraphPool),
topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV4SubgraphPool),
top2DirectSwap: top2DirectSwapPool.map(printV4SubgraphPool),
top2EthQuotePool: top2EthQuoteTokenPool.map(printV4SubgraphPool),
}, `V4 Candidate Pools`);
const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
// native currency is not erc20 token, therefore there's no way to retrieve native currency metadata as the erc20 token.
const tokenA = isNativeCurrency(subgraphPool.token0.id)
? nativeOnChain(chainId)
: tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
const tokenB = isNativeCurrency(subgraphPool.token1.id)
? nativeOnChain(chainId)
: tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
let fee;
try {
fee = Number(subgraphPool.feeTier);
}
catch (err) {
log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
return undefined;
}
if (!tokenA || !tokenB) {
log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${fee} because ${tokenA ? subgraphPool.token1.id : subgraphPool.token0.id} not found by token provider`);
return undefined;
}
return [
tokenA,
tokenB,
fee,
Number(subgraphPool.tickSpacing),
subgraphPool.hooks,
];
});
const tokenPairs = _.compact(tokenPairsRaw);
metric.putMetric('V4PoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
const beforePoolsLoad = Date.now();
const poolAccessor = await poolProvider.getPools(tokenPairs, {
blockNumber,
});
metric.putMetric('V4PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
const poolsBySelection = {
protocol: Protocol.V4,
selections: {
topByBaseWithTokenIn,
topByBaseWithTokenOut,
topByDirectSwapPool: top2DirectSwapPool,
topByEthQuoteTokenPool: top2EthQuoteTokenPool,
topByTVL,
topByTVLUsingTokenIn,
topByTVLUsingTokenOut,
topByTVLUsingTokenInSecondHops,
topByTVLUsingTokenOutSecondHops,
},
};
return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
}
export async function getV3CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
var _a, _b, _c, _d, _e;
const { blockNumber, v3PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
const tokenInAddress = tokenIn.address.toLowerCase();
const tokenOutAddress = tokenOut.address.toLowerCase();
const beforeSubgraphPools = Date.now();
const allPools = await subgraphProvider.getPools(tokenIn, tokenOut, {
blockNumber,
});
log.info({ samplePools: allPools.slice(0, 3) }, 'Got all pools from V3 subgraph provider');
// Although this is less of an optimization than the V2 equivalent,
// save some time copying objects by mutating the underlying pool directly.
for (const pool of allPools) {
pool.token0.id = pool.token0.id.toLowerCase();
pool.token1.id = pool.token1.id.toLowerCase();
}
metric.putMetric('V3SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
const beforePoolsFiltered = Date.now();
// Only consider pools where neither tokens are in the blocked token list.
let filteredPools = allPools;
if (blockedTokenListProvider) {
filteredPools = [];
for (const pool of allPools) {
const token0InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token0.id);
const token1InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token1.id);
if (token0InBlocklist || token1InBlocklist) {
continue;
}
filteredPools.push(pool);
}
}
// Sort by tvlUSD in descending order
const subgraphPoolsSorted = filteredPools.sort((a, b) => b.tvlUSD - a.tvlUSD);
log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
const poolAddressesSoFar = new Set();
const addToAddressSet = (pools) => {
_(pools)
.map((pool) => pool.id)
.forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
};
const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
const topByBaseWithTokenIn = _(baseTokens)
.flatMap((token) => {
return _(subgraphPoolsSorted)
.filter((subgraphPool) => {
const tokenAddress = token.address.toLowerCase();
return ((subgraphPool.token0.id == tokenAddress &&
subgraphPool.token1.id == tokenInAddress) ||
(subgraphPool.token1.id == tokenAddress &&
subgraphPool.token0.id == tokenInAddress));
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithEachBaseToken)
.value();
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithBaseToken)
.value();
const topByBaseWithTokenOut = _(baseTokens)
.flatMap((token) => {
return _(subgraphPoolsSorted)
.filter((subgraphPool) => {
const tokenAddress = token.address.toLowerCase();
return ((subgraphPool.token0.id == tokenAddress &&
subgraphPool.token1.id == tokenOutAddress) ||
(subgraphPool.token1.id == tokenAddress &&
subgraphPool.token0.id == tokenOutAddress));
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithEachBaseToken)
.value();
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithBaseToken)
.value();
let top2DirectSwapPool = _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
((subgraphPool.token0.id == tokenInAddress &&
subgraphPool.token1.id == tokenOutAddress) ||
(subgraphPool.token1.id == tokenInAddress &&
subgraphPool.token0.id == tokenOutAddress)));
})
.slice(0, topNDirectSwaps)
.value();
if (top2DirectSwapPool.length == 0 && topNDirectSwaps > 0) {
// We don't want to re-add AMPL token pools for V3 in Mainnet.
// TODO: ROUTE-347, Remove this check once we have a better way to sync filters from subgraph cronjob <> routing path.
if (!(chainId == ChainId.MAINNET &&
(tokenIn.address.toLowerCase() ===
'0xd46ba6d942050d489dbd938a2c909a5d5039a161' ||
tokenOut.address.toLowerCase() ===
'0xd46ba6d942050d489dbd938a2c909a5d5039a161'))) {
// If we requested direct swap pools but did not find any in the subgraph query.
// Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
// when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
top2DirectSwapPool = _.map(getApplicableV3FeeAmounts(chainId), (feeAmount) => {
const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut, feeAmount);
return {
id: poolAddress,
feeTier: unparseFeeAmount(feeAmount),
liquidity: '10000',
token0: {
id: token0.address,
},
token1: {
id: token1.address,
},
tvlETH: 10000,
tvlUSD: 10000,
};
});
}
}
addToAddressSet(top2DirectSwapPool);
const wrappedNativeAddress = (_b = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address.toLowerCase();
// Main reason we need this is for gas estimates, only needed if token out is not native.
// We don't check the seen address set because if we've already added pools for getting native quotes
// theres no need to add more.
let top2EthQuoteTokenPool = [];
if ((((_c = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
((_d = WRAPPED_NATIVE_CURRENCY[ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
tokenOut.symbol != 'WETH' &&
tokenOut.symbol != 'WETH9' &&
tokenOut.symbol != 'ETH') ||
(((_e = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == WMATIC_POLYGON.symbol &&
tokenOut.symbol != 'MATIC' &&
tokenOut.symbol != 'WMATIC')) {
top2EthQuoteTokenPool = _(subgraphPoolsSorted)
.filter((subgraphPool) => {
if (routeType == TradeType.EXACT_INPUT) {
return ((subgraphPool.token0.id == wrappedNativeAddress &&
subgraphPool.token1.id == tokenOutAddress) ||
(subgraphPool.token1.id == wrappedNativeAddress &&
subgraphPool.token0.id == tokenOutAddress));
}
else {
return ((subgraphPool.token0.id == wrappedNativeAddress &&
subgraphPool.token1.id == tokenInAddress) ||
(subgraphPool.token1.id == wrappedNativeAddress &&
subgraphPool.token0.id == tokenInAddress));
}
})
.slice(0, 1)
.value();
}
addToAddressSet(top2EthQuoteTokenPool);
const topByTVL = _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return !poolAddressesSoFar.has(subgraphPool.id);
})
.slice(0, topN)
.value();
addToAddressSet(topByTVL);
const topByTVLUsingTokenIn = _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == tokenInAddress ||
subgraphPool.token1.id == tokenInAddress));
})
.slice(0, topNTokenInOut)
.value();
addToAddressSet(topByTVLUsingTokenIn);
const topByTVLUsingTokenOut = _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == tokenOutAddress ||
subgraphPool.token1.id == tokenOutAddress));
})
.slice(0, topNTokenInOut)
.value();
addToAddressSet(topByTVLUsingTokenOut);
const topByTVLUsingTokenInSecondHops = _(topByTVLUsingTokenIn)
.map((subgraphPool) => {
return tokenInAddress == subgraphPool.token0.id
? subgraphPool.token1.id
: subgraphPool.token0.id;
})
.flatMap((secondHopId) => {
var _a;
return _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
!(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
(subgraphPool.token0.id == secondHopId ||
subgraphPool.token1.id == secondHopId));
})
.slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
.value();
})
.uniqBy((pool) => pool.id)
.value();
addToAddressSet(topByTVLUsingTokenInSecondHops);
const topByTVLUsingTokenOutSecondHops = _(topByTVLUsingTokenOut)
.map((subgraphPool) => {
return tokenOutAddress == subgraphPool.token0.id
? subgraphPool.token1.id
: subgraphPool.token0.id;
})
.flatMap((secondHopId) => {
var _a;
return _(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
!(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
(subgraphPool.token0.id == secondHopId ||
subgraphPool.token1.id == secondHopId));
})
.slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
.value();
})
.uniqBy((pool) => pool.id)
.value();
addToAddressSet(topByTVLUsingTokenOutSecondHops);
const subgraphPools = _([
...topByBaseWithTokenIn,
...topByBaseWithTokenOut,
...top2DirectSwapPool,
...top2EthQuoteTokenPool,
...topByTVL,
...topByTVLUsingTokenIn,
...topByTVLUsingTokenOut,
...topByTVLUsingTokenInSecondHops,
...topByTVLUsingTokenOutSecondHops,
])
.compact()
.uniqBy((pool) => pool.id)
.value();
const tokenAddresses = _(subgraphPools)
.flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
.compact()
.uniq()
.value();
log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V3 pools we are considering`);
const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
blockNumber,
});
const printV3SubgraphPool = (s) => {
var _a, _b, _c, _d;
return `${(_b = (_a = tokenAccessor.getTokenByAddress(s.token0.id)) === null || _a === void 0 ? void 0 : _a.symbol) !== null && _b !== void 0 ? _b : s.token0.id}/${(_d = (_c = tokenAccessor.getTokenByAddress(s.token1.id)) === null || _c === void 0 ? void 0 : _c.symbol) !== null && _d !== void 0 ? _d : s.token1.id}/${s.feeTier}`;
};
log.info({
topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV3SubgraphPool),
topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV3SubgraphPool),
topByTVL: topByTVL.map(printV3SubgraphPool),
topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV3SubgraphPool),
topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV3SubgraphPool),
topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV3SubgraphPool),
topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV3SubgraphPool),
top2DirectSwap: top2DirectSwapPool.map(printV3SubgraphPool),
top2EthQuotePool: top2EthQuoteTokenPool.map(printV3SubgraphPool),
}, `V3 Candidate Pools`);
const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
let fee;
try {
fee = parseFeeAmount(subgraphPool.feeTier);
}
catch (err) {
log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
return undefined;
}
if (!tokenA || !tokenB) {
log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${fee} because ${tokenA ? subgraphPool.token1.id : subgraphPool.token0.id} not found by token provider`);
return undefined;
}
return [tokenA, tokenB, fee];
});
const tokenPairs = _.compact(tokenPairsRaw);
metric.putMetric('V3PoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
const beforePoolsLoad = Date.now();
const poolAccessor = await poolProvider.getPools(tokenPairs, {
blockNumber,
});
metric.putMetric('V3PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
const poolsBySelection = {
protocol: Protocol.V3,
selections: {
topByBaseWithTokenIn,
topByBaseWithTokenOut,
topByDirectSwapPool: top2DirectSwapPool,
topByEthQuoteTokenPool: top2EthQuoteTokenPool,
topByTVL,
topByTVLUsingTokenIn,
topByTVLUsingTokenOut,
topByTVLUsingTokenInSecondHops,
topByTVLUsingTokenOutSecondHops,
},
};
return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
}
export async function getV2CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
var _a;
const { blockNumber, v2PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
const tokenInAddress = tokenIn.address.toLowerCase();
const tokenOutAddress = tokenOut.address.toLowerCase();
const beforeSubgraphPools = Date.now();
const allPoolsRaw = await subgraphProvider.getPools(tokenIn, tokenOut, {
blockNumber,
});
// With tens of thousands of V2 pools, operations that copy pools become costly.
// Mutate the pool directly rather than creating a new pool / token to optimmize for speed.
for (const pool of allPoolsRaw) {
pool.token0.id = pool.token0.id.toLowerCase();
pool.token1.id = pool.token1.id.toLowerCase();
}
metric.putMetric('V2SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
const beforePoolsFiltered = Date.now();
// Sort by pool reserve in descending order.
const subgraphPoolsSorted = allPoolsRaw.sort((a, b) => b.reserve - a.reserve);
const poolAddressesSoFar = new Set();
// Always add the direct swap pool into the mix regardless of if it exists in the subgraph pool list.
// Ensures that new pools can be swapped on immediately, and that if a pool was filtered out of the
// subgraph query for some reason (e.g. trackedReserveETH was 0), then we still consider it.
let topByDirectSwapPool = [];
if (topNDirectSwaps > 0) {
const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut);
poolAddressesSoFar.add(poolAddress.toLowerCase());
topByDirectSwapPool = [
{
id: poolAddress,
token0: {
id: token0.address,
},
token1: {
id: token1.address,
},
supply: 10000,
reserve: 10000,
reserveUSD: 10000, // Not used. Set to arbitrary number.
},
];
}
const wethAddress = WRAPPED_NATIVE_CURRENCY[chainId].address.toLowerCase();
const topByBaseWithTokenInMap = new Map();
const topByBaseWithTokenOutMap = new Map();
const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
const baseTokensAddresses = new Set();
baseTokens.forEach((token) => {
const baseTokenAddr = token.address.toLowerCase();
baseTokensAddresses.add(baseTokenAddr);
topByBaseWithTokenInMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
topByBaseWithTokenOutMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
});
let topByBaseWithTokenInPoolsFound = 0;
let topByBaseWithTokenOutPoolsFound = 0;
// Main reason we need this is for gas estimates
// There can ever only be 1 Token/ETH pool, so we will only look for 1
let topNEthQuoteToken = 1;
// but, we only need it if token out is not ETH.
if (tokenOut.symbol == 'WETH' ||
tokenOut.symbol == 'WETH9' ||
tokenOut.symbol == 'ETH') {
// if it's eth we change the topN to 0, so we can break early from the loop.
topNEthQuoteToken = 0;
}
const topByEthQuoteTokenPool = [];
const topByTVLUsingTokenIn = [];
const topByTVLUsingTokenOut = [];
const topByTVL = [];
// Used to track how many iterations we do in the first loop
let loopsInFirstIteration = 0;
// Filtering step for up to first hop
// The pools are pre-sorted, so we can just iterate through them and fill our heuristics.
for (const subgraphPool of subgraphPoolsSorted) {
loopsInFirstIteration += 1;
// Check if we have satisfied all the heuristics, if so, we can stop.
if (topByBaseWithTokenInPoolsFound >= topNWithBaseToken &&
topByBaseWithTokenOutPoolsFound >= topNWithBaseToken &&
topByEthQuoteTokenPool.length >= topNEthQuoteToken &&
topByTVL.length >= topN &&
topByTVLUsingTokenIn.length >= topNTokenInOut &&
topByTVLUsingTokenOut.length >= topNTokenInOut) {
// We have satisfied all the heuristics, so we can stop.
break;
}
if (poolAddressesSoFar.has(subgraphPool.id)) {
// We've already added this pool, so skip it.
continue;
}
// Only consider pools where neither tokens are in the blocked token list.
if (blockedTokenListProvider) {
const [token0InBlocklist, token1InBlocklist] = await Promise.all([
blockedTokenListProvider.hasTokenByAddress(subgraphPool.token0.id),
blockedTokenListProvider.hasTokenByAddress(subgraphPool.token1.id),
]);
if (token0InBlocklist || token1InBlocklist) {
continue;
}
}
const tokenInToken0TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token0.id);
if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
tokenInToken0TopByBase &&
subgraphPool.token0.id != tokenOutAddress &&
subgraphPool.token1.id == tokenInAddress) {
topByBaseWithTokenInPoolsFound += 1;
poolAddressesSoFar.add(subgraphPool.id);
if (topByTVLUsingTokenIn.length < topNTokenInOut) {
topByTVLUsingTokenIn.push(subgraphPool);
}
if (routeType === TradeType.EXACT_OUTPUT &&
subgraphPool.token0.id == wethAddress) {
topByEthQuoteTokenPool.push(subgraphPool);
}
tokenInToken0TopByBase.pools.push(subgraphPool);
continue;
}
const tokenInToken1TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token1.id);
if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
tokenInToken1TopByBase &&
subgraphPool.token0.id == tokenInAddress &&
subgraphPool.token1.id != tokenOutAddress) {
topByBaseWithTokenInPoolsFound += 1;
poolAddressesSoFar.add(subgraphPool.id);
if (topByTVLUsingTokenIn.length < topNTokenInOut) {
topByTVLUsingTokenIn.push(subgraphPool);
}
if (routeType === TradeType.EXACT_OUTPUT &&
subgraphPool.token1.id == wethAddress) {
topByEthQuoteTokenPool.push(subgraphPool);
}
tokenInToken1TopByBase.pools.push(subgraphPool);
continue;
}
const tokenOutToken0TopByBase = topByBaseWithTokenOutMap.get(subgraphPool.token0.id);
if (topByBaseWithTokenOutPoolsFound < topNWithBaseToken &&
tokenOutToken0TopByBase &&
subgraphPool.token0.id != tokenInAddress &&